At least in the past it was a 'non-gold' restriction[1] that you could only set your account to load up to 500 comments automatically.
[1] https://www.reddit.com/r/help/comments/3z7xac/can_i_load_all... (could not find an official recent source so things may have changed)
> such as an ability to auto-collapse comments by users[0]
[0]: https://www.reddit.com/r/redditsecurity/comments/b0a8he/dete...